V-Lab: Mhethanol Co Ltd APARCH Volatility Analysis

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V-Lab

Mhethanol Co Ltd APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:21.42% (+0.66%)

Analysis last updated: Thursday, May 9, 2024 at 12:36 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1151	16.09
$α$	0.1282	28.77
$β$	0.8718	188.95
$γ$	-0.2940	-10.15
$δ$	0.9054	16.81

Estimation Period:
Dec 25, 1996 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts